财务稳健增长轮动策略:年化收益率（99.25%）
本策略精选财务稳健增长且市值较小的股票，并进行5日轮动，旨在捕捉小市值股票的成长机会，同时兼顾财务稳健性。
概要
核心指标
- 累计收益率: 980.6%
- 年化收益率: 99.25%
- 基准收益率: -16.35%
- 阿尔法: 1.42
- 夏普比率: 1.43
- 最大回撤: 38.64%
源码
查看AI策略代码
绩效
持仓详情
|
当日收盘价 | 当日市值 | 浮动收益/浮动收益率
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-08-06 | 方正阀门(920082.BJ) | 22.326696030871 | 90700 | 4 | 22.14 | 2008098 | -16933.33/-0.836% |
| 2025-08-06 | 蓝宇股份(301585.SZ) | 32.845103522283 | 62300 | 34 | 35.43 | 2207289 | 161039.05/7.87% |
| 2025-08-06 | 胜业电气(920128.BJ) | 32.822147254119 | 60833 | 64 | 34.8 | 2116988.4 | 120318.72/6.026% |
| 2025-08-06 | 迅安科技(834950.BJ) | 18.577754907838 | 89467 | 64 | 24.28 | 2172258.76 | 510162.76/30.694% |
| 2025-08-06 | 科拜尔(920066.BJ) | 32.689685612817 | 66570 | 74 | 33 | 2196810 | 20657.63/0.949% |
| 2025-08-05 | 方正阀门(920082.BJ) | 22.326696030871 | 90700 | 3 | 21.7 | 1968190 | -56841.33/-2.807% |
| 2025-08-05 | 蓝宇股份(301585.SZ) | 32.845103522283 | 62300 | 33 | 34.86 | 2171778 | 125528.05/6.135% |
| 2025-08-05 | 胜业电气(920128.BJ) | 32.822147254119 | 60833 | 63 | 34.37 | 2090830.21 | 94160.53/4.716% |
| 2025-08-05 | 迅安科技(834950.BJ) | 18.577754907838 | 89467 | 63 | 24.21 | 2165996.07 | 503900.07/30.317% |
| 2025-08-05 | 科拜尔(920066.BJ) | 32.689685612817 | 66570 | 73 | 32.7 | 2176839 | 686.63/0.032% |
交易详情
| 2025-08-01 | 博科测试(301598.SZ) | 卖 | -34100 | 61.55 | -2098855 | ¥2728.51 | -35763.19 |
| 2025-08-01 | 科拜尔(920066.BJ) | 买 | 1500 | 32.13 | 48195 | ¥14.46 | 0 |
| 2025-08-01 | 胜业电气(920128.BJ) | 买 | 600 | 35.15 | 21090 | ¥6.33 | 0 |
| 2025-08-01 | 方正阀门(920082.BJ) | 买 | 90700 | 22.32 | 2024424 | ¥607.33 | 0 |
| 2025-08-01 | 迅安科技(834950.BJ) | 卖 | -3600 | 23.8 | -85680 | ¥111.38 | 18800.08 |
| 2025-08-01 | 蓝宇股份(301585.SZ) | 卖 | -500 | 34.14 | -17070 | ¥22.19 | 647.45 |
| 2025-07-25 | 方正阀门(920082.BJ) | 卖 | -98436 | 24 | -2362464 | ¥3071.2 | 448210.18 |
| 2025-07-25 | 科拜尔(920066.BJ) | 买 | 4300 | 33.85 | 145555 | ¥43.67 | 0 |
| 2025-07-25 | 胜业电气(920128.BJ) | 买 | 6200 | 36.56 | 226672 | ¥68 | 0 |
| 2025-07-25 | 迅安科技(834950.BJ) | 卖 | -12400 | 23.06 | -285944 | ¥371.73 | 55579.84 |
